Johansen, S. (1995). Likelihood-based inference in cointegrated vector autoregressive models. Oxford University Press.
Chicago Style (17th ed.) CitationJohansen, Søren. Likelihood-based Inference in Cointegrated Vector Autoregressive Models. Oxford: Oxford University Press, 1995.
MLA (9th ed.) CitationJohansen, Søren. Likelihood-based Inference in Cointegrated Vector Autoregressive Models. Oxford University Press, 1995.
Warning: These citations may not always be 100% accurate.